Summary
The STOXX Minimum Variance indices are designed to minimize risk by reducing the volatility of the underlying index. STOXX offers two versions of STOXX Minimum Variance indices: constrained and unconstrained.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA6JUNL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0180139559
Bloomberg
SA6JUNL INDEX
Last Value
143.69
+0.47 (+0.33%)
As of
CETWeek to Week Change
-1.03%
52 Week Change
13.45%
Year to Date Change
14.04%
Daily Low
142.9
Daily High
143.84
52 Week Low
122.02 — 14 Jan 2025
52 Week High
148.1699 — 22 Apr 2025
Top 10 Components
Nippon Building Fund Inc. | JP |
Japan Real Estate Investment C | JP |
DAIWA HOUSE REIT INVESTMENT | JP |
MCDONALD'S HOLDINGS | JP |
Japan Metropolitan Fund Invest | JP |
SOFTBANK | JP |
NH FOODS | JP |
KOBE BUSSAN | JP |
Meiji Holdings Co. Ltd. | JP |
NICHIREI | JP |
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